'If I knew' is wrong here because you wish to refer to your state of knowledge when she was sad - namely yesterday - but 'if I knew' refers to your state of knowledge now.
'If I had known, I would have called you.' is what you mean. You could include 'then' but it is redundant because it is implied by the choice of tenses.
As to what She says, it is not clear exactly what is her intended meaning. If she means simply that she would have liked a call yesterday, She could say 'I would have really liked a call from you then' (implying: you are a kind person). But if she means that she blames you for not calling her when she was feeling sad, She might say 'I so much wanted a call from you'(implying that you are an insensitive person who could not see that she needed you to call).
But whatever her intended meaning, her reply as you have it is not good (British) English.